This is part of my new miniseries on Stochastic Optimization. While this is not taught in a lot of Machine Learning courses, it's an interesting perspective, applicable in an incredible number of fields. Nevertheless, this won't be a very long series, and when we exit it, it'll be time to dive straight into our first Machine Learning algorithm! Introduction to Optimization: Ok, so what is Optimization? As the name may suggest, Optimization is about finding the optimal configuration of a particular system. Of course, in the real world, the important question in any such process is this: in what sense? i.e. By what criteria do you intend to optimize the system? However, we will not delve too much into that just yet, but I promise, that will bring about a very strong connection to ML. Introduction to Stochastic Optimization: So far, as part of our blogposts, we have discussed Gradient Descent and the Normal Equation Method . These are both Optimization algorithms, but they di...